Pre-Market IV Report March 26, 2025

Pre-Market IV Report March 26, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: SAIL QUBT UAA PCVX PARA GES MRK BHC CONY QUBT YETI ALKS YETI NOC MDT JAZZ PARA TSLY

Stocks expected to have increasing option volume: CTAS PAYX DLTR CHWY LUMN RH GME LULU JKS WGO PSX SCCO FCX

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 37. Call put ratio 1.8 calls to 1 put into Worldwide Developers Conference scheduled for the week of June 9.

Microsoft (MSFT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 35 into Microsoft’s Build 2025 developer conference kicks off on May 19th. Call put ratio 1.8 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 39 into Google’s Annual Developer Conference set for May 20-21. Call put ratio 2.2 calls to 1 put.

Palo Alto Networks (PANW) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 60 into New York Ignite 2025 today. Call put ratio 1.3 calls to 1 put.

Movers

Cloudflare (NET) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 79. Call put ratio 3.3 calls to 1 put with a focus on April 126 and 127 calls.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 74. Call put ratio 1.9 calls to 1 put with a focus on short duration March and April calls.

Peabody Energy (BTU) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 66. Call put ratio 21 call to 1 put with a focus on April 4 weekly and April calls.

Crown Castle (CCI) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 64. Call put ratio 3.4 calls to 1 put with a focus on April and June 100 calls.

Dominion Energy (D) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 28. Call put ratio 1 call to 3.4 puts 5600 contracts of May 50 puts.

KB Home (KBH) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 69. Call put ratio 1 call to 1.5 puts with a focus on April puts.

Sonos (SONO) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 97 with a focus on a trade of 1600 contracts of July 12.50 puts at $2.53.

Freeport-McMoran (FCX) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 49. Call put ratio 3.5 calls to 1 put.

Southern Copper (SCCO) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 78.

Straddle prices into quarter results

lululemon athletica (LULU) March 28 weekly 337.50 straddle priced for movement of 9.5% into the expected release of quarter results after the bell on March 27.

Options with decreasing option implied volatility: QBTS RGTI KC YANG AAOI SIG OUST NFE TIGR WSM HSAI FIVE
Increasing unusual option volume: ME VWO SLNO FIVN ATEC GSM GEL CRMD DNB EU
Increasing unusual call option volume: SLNO ATEC COPX CRMD PRCH EU BJ SMG BTU
Increasing unusual put option volume: SLM XRX ETR DFS EQNR XP SAVA GES D KD KBH
Popular stocks with increasing volume: MSTR PLTR SMCI PFE COIN BABA INTC F HOOD MU WMT
Active options: TSLA NVDA AAPL META AMZN MSTR PLTR AMD SMCI PFE COIN BABA INTC F HOOD GOOGL MU MSFT MARA WMT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.30, natural gas up 2.2%, gold at $3030